- Optimal Sampling of Overow Paths in Jackson By Jose Blanchet
- Corrected Diffusion Approximations for the Maximum of Heavy-Tailed Random Walk
- E cient Rare Event Simulation for Heavy-tailed Multiserver Queues
- E cient Rare-event Simulation for the Maximum of Heavy-tailed Random Walks
- Rare-event Simulation for Multidimensional Regularly Varying Random Walks
- Asymptotic Robustness of Estimators in Rare-Event Simulation
- E cient Simulation and Conditional Functional Limit Theorems for Ruinous Heavy-tailed Random Walks
- Submitted to the Annals of Applied Probability EFFICIENT MONTE CARLO FOR HIGH EXCURSIONS OF
- E cient Importance Sampling for Binary Contingency Tables
- Fluid Heuristics, Lyapunov Bounds and E cient Importance Sampling for a Heavy-tailed G/G/1
- E cient Rare-event Simulation for Perpetuities Blanchet, J., Lam, H., and Zwart, B.
- E cient simulation for the maximum of in...nite horizon Gaussian processes
- Efficient simulation of tail probabilities of sums of correlated lognormals.
- HEAVY TRAFFIC LIMITS VIA BROWNIAN EMBEDDINGS
- Proceedings of the 2008 Winter Simulation Conference S. J. Mason, R. R. Hill, L. Moench, O. Rose, eds.
- Proceedings of the 2007 Winter Simulation Conference S. G. Henderson, B. Biller, M.-H. Hsieh, J. Shortle, J. D. Tew, and R. R. Barton, eds.
- Rare-event simulation for multidimensional random walks with t distributed increments
- Path-sampling for State-dependent Importance Sampling
- On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
- Uniform Large Deviations for Heavy-Tailed Single-Server Queues under Heavy Traffic
- Exact Sampling, Regeneration and Minorization Conditions.
- Corrections to the Central Limit Theorem for Heavy-tailed Probability Densities
- Submitted to the Annals of Applied Probability ON THE TRANSITION FROM HEAVY TRAFFIC TO
- Proceedings of the 2009 Winter Simulation Conference M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, and R. G. Ingalls, eds.
- Asymptotic Expansions of Defective Renewal Equations with Applications to Perturbed
- Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks
- Approximations for the Distribution of Perpetuities with Small Discount Rates
- arXiv:1007.1214v1[math.PR]7Jul2010 Characterizing Optimal Sampling of Binary Contingency Tables
- Complete Corrected Diffusion Approximations for the Maximum of a Random Walk
- LIMIT THEOREMS AND APPROXIMATIONS WITH APPLICATIONS TO INSURANCE RISK AND
- Large deviations and exact asymptotics for perpetuities with small discount rates
- Uniform Renewal Theory with Applications to Expansions of Random Geometric Sums
- Proceedings of the 2010 Winter Simulation Conference B. Johansson, S. Jain, J. Montoya-Torres, J. Hugan, and E. Yucesan, eds.
- State-dependent Importance Sampling for Rare-event Simulation: An Overview and Recent Advances
- Proceedings of the 2009 Winter Simulation Conference M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, and R. G. Ingalls, eds.
- Rare-Event Simulation for Many-Server Queues Jose Blanchet and Henry Lam
- Proceedings of the 2011 Winter Simulation Conference S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu, eds.
- Proceedings of the 2011 Winter Simulation Conference S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu, eds.
- Proceedings of the 2011 Winter Simulation Conference S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu, eds.
- Proceedings of the 2007 Winter Simulation Conference S. G. Henderson, B. Biller, M.-H. Hsieh, J. Shortle, J. D. Tew, and R. R. Barton, eds.
- UNIFORM CONVERGENCE TO A LAW CONTAINING GAUSSIAN AND CAUCHY
- On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
- Applied Probability Trust (2 February 2011) ON EXACT SAMPLING OF STOCHASTIC PERPETUITIES
- Total Variation Approximation for Heavy-tailed Multidimensional Random Walks Given Ruin
- Proceedings of the 2011 Winter Simulation Conference S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu, eds.
- Large Deviations for the Empirical Mean of an M/M/1 Queue
- A Heavy Traffic Approach to Modeling Large Life Insurance Jose Blanchet and Henry Lam
- Applied Probability Trust (8 February 2011) EFFICIENT SIMULATION OF TAIL PROBABILITIES
- Proceedings of the 2006 Winter Simulation Conference L. F. Perrone, F. P. Wieland, J. Liu, B. G. Lawson, D. M. Nicol, and R. M. Fujimoto, eds.
